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As one of the criteria for comparing variabilities among distributions, the sample range has attracted considerable attention in past decades. In this paper, we establish stochastic comparison results of sample ranges arising from two sets of heterogeneous exponential samples. It is shown that...
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Ordering properties on order statistics from heterogeneous observations have been paid lots of attention. This article devotes to investigating the ordering properties on order statistics from statistically dependent observations. We build the likelihood ratio order and the (reversed) hazard...
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For heterogeneous Weibull samples with a common shape parameter and weakly majorized scale parameters, we study the likelihood ratio order and the stochastic order between minimums of independent and dependent samples, respectively. Also, an application in fabric strength is presented.
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With the assumption of Archimedean copula for the occurrence frequencies of the risks covered by an insurance policy, this note further investigates the allocation problem of upper limits and deductibles addressed in Hua and Cheung (2008a). Sufficient conditions for a risk averse policyholder to...
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In this paper, we compare the largest order statistics arising from independent heterogeneous gamma random variables based on the likelihood ratio order. Let X1,…,Xn be independent gamma random variables with Xi having shape parameter r∈(0,1] and scale parameter λi, i=1,…,n, and let Xn:n...
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It is of great interest for the problem of how to allocate redundancies in a system so as to optimize the system performance in reliability engineering and system security. In this paper, we consider the problems of optimal allocation of both active and standby redundancies in series systems in...
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